修复bug

onchain_scout_gate/app/btc_regime.py

@@ -3,6 +3,8 @@ from __future__ import annotations
 from dataclasses import dataclass, field
 from statistics import mean
 
+from .candle_rows import rows_to_hlc
+
 
 @dataclass
 class BtcDailyGateResult:
@@ -14,18 +16,6 @@ class BtcDailyGateResult:
     metrics: dict = field(default_factory=dict)
 
 
-def _rows_to_hlc(rows: list[list[str]]) -> tuple[list[float], list[float], list[float]]:
-    """与行情 K 线行对齐：h, l, c（ts,o,h,l,c,...）。"""
-    h, l_, c = [], [], []
-    for item in rows:
-        if len(item) < 6:
-            continue
-        h.append(float(item[2]))
-        l_.append(float(item[3]))
-        c.append(float(item[4]))
-    return h, l_, c
-
-
 def evaluate_btc_daily_gate(
     btc_1d_rows: list[list[str]],
     *,
@@ -39,7 +29,7 @@ def evaluate_btc_daily_gate(
     - 下跌（唯一不扫）：非横盘，且收盘低于近 20 日收盘均线，且该均线相对前一段走低。
     - 其余（横盘、上涨、宽幅震荡、数据不足 unknown 等）：一律允许扫山寨。
     """
-    ah, al, ac = _rows_to_hlc(btc_1d_rows)
+    ah, al, ac = rows_to_hlc(btc_1d_rows)
 
     if len(ac) < min_bars:
         return BtcDailyGateResult(

onchain_scout_gate/app/candle_rows.py

@@ -0,0 +1,91 @@
+from __future__ import annotations
+
+
+def field_float(item: list[str], idx: int) -> float | None:
+    """Parse one K-line field; empty or invalid strings return None."""
+    if idx >= len(item):
+        return None
+    raw = str(item[idx]).strip()
+    if not raw:
+        return None
+    try:
+        return float(raw)
+    except (TypeError, ValueError):
+        return None
+
+
+def rows_to_ohlcv(
+    rows: list[list[str]],
+    *,
+    require_volume: bool = True,
+) -> tuple[list[float], list[float], list[float], list[float], list[float]]:
+    """
+    Gate candle rows: [ts_ms, o, h, l, c, v, ...].
+    Skips rows with missing/invalid OHLC; skips rows with missing volume when require_volume=True.
+    """
+    o, h, l, c, v = [], [], [], [], []
+    for item in rows:
+        if len(item) < 5:
+            continue
+        o_val = field_float(item, 1)
+        h_val = field_float(item, 2)
+        l_val = field_float(item, 3)
+        c_val = field_float(item, 4)
+        if o_val is None or h_val is None or l_val is None or c_val is None:
+            continue
+        vol_val = field_float(item, 5) if len(item) > 5 else None
+        if require_volume and vol_val is None:
+            continue
+        o.append(o_val)
+        h.append(h_val)
+        l.append(l_val)
+        c.append(c_val)
+        v.append(vol_val if vol_val is not None else 0.0)
+    return o, h, l, c, v
+
+
+def rows_to_hlc(rows: list[list[str]]) -> tuple[list[float], list[float], list[float]]:
+    """High / low / close series aligned to valid OHLC rows."""
+    h, l_, c = [], [], []
+    for item in rows:
+        if len(item) < 5:
+            continue
+        h_val = field_float(item, 2)
+        l_val = field_float(item, 3)
+        c_val = field_float(item, 4)
+        if h_val is None or l_val is None or c_val is None:
+            continue
+        h.append(h_val)
+        l_.append(l_val)
+        c.append(c_val)
+    return h, l_, c
+
+
+def rows_to_ohl(rows: list[list[str]]) -> tuple[list[float], list[float], list[float], list[float]]:
+    """Open / high / low / close for chart rendering."""
+    o, h, l, c = [], [], [], []
+    for item in rows:
+        if len(item) < 5:
+            continue
+        o_val = field_float(item, 1)
+        h_val = field_float(item, 2)
+        l_val = field_float(item, 3)
+        c_val = field_float(item, 4)
+        if o_val is None or h_val is None or l_val is None or c_val is None:
+            continue
+        o.append(o_val)
+        h.append(h_val)
+        l.append(l_val)
+        c.append(c_val)
+    return o, h, l, c
+
+
+def rows_to_close(rows: list[list[str]]) -> list[float]:
+    out: list[float] = []
+    for item in rows:
+        if len(item) < 5:
+            continue
+        c_val = field_float(item, 4)
+        if c_val is not None:
+            out.append(c_val)
+    return out

onchain_scout_gate/app/chart_candles.py

@@ -4,6 +4,8 @@ import base64
 import io
 import logging
 
+from .candle_rows import rows_to_ohl
+
 LOGGER = logging.getLogger("onchain_scout.chart_candles")
 
 
@@ -22,14 +24,7 @@ def daily_candles_png_base64(rows_1d: list[list[str]], symbol: str, max_bars: in
         LOGGER.warning("matplotlib not installed, skip chart image")
         return None
 
-    o, h, l, c, _ = [], [], [], [], []
-    for item in rows_1d:
-        if len(item) < 6:
-            continue
-        o.append(float(item[1]))
-        h.append(float(item[2]))
-        l.append(float(item[3]))
-        c.append(float(item[4]))
+    o, h, l, c = rows_to_ohl(rows_1d)
     n = len(c)
     if n < 5:
         return None

onchain_scout_gate/app/daily_features.py

@@ -3,18 +3,7 @@ from __future__ import annotations
 import math
 from statistics import mean
 
-
-def rows_to_ohlcv(rows: list[list[str]]) -> tuple[list[float], list[float], list[float], list[float], list[float]]:
-    o, h, l, c, v = [], [], [], [], []
-    for item in rows:
-        if len(item) < 6:
-            continue
-        o.append(float(item[1]))
-        h.append(float(item[2]))
-        l.append(float(item[3]))
-        c.append(float(item[4]))
-        v.append(float(item[5]))
-    return o, h, l, c, v
+from .candle_rows import rows_to_ohlcv
 
 
 def build_daily_programmatic(rows_1d: list[list[str]], est_quote_vol_24h_usdt: float) -> dict:

onchain_scout_gate/app/daily_report.py

@@ -7,6 +7,7 @@ from statistics import mean
 from typing import TYPE_CHECKING
 from zoneinfo import ZoneInfo
 
+from .candle_rows import rows_to_close
 from .config import Settings
 from .notifier import WeComNotifier
 from .gate import GateClient
@@ -20,15 +21,6 @@ CN_TZ = ZoneInfo("Asia/Shanghai")
 BTC_INST = "BTC_USDT"
 
 
-def _rows_to_close(rows: list[list[str]]) -> list[float]:
-    out: list[float] = []
-    for r in rows:
-        if len(r) < 5:
-            continue
-        out.append(float(r[4]))
-    return out
-
-
 def _sma(values: list[float], n: int) -> float:
     if not values:
         return 0.0
@@ -118,7 +110,7 @@ class DailyReportService:
                 funnel_push_count += 1
 
         btc_rows = await self.gate.get_candles(BTC_INST, "1D", limit=100)
-        closes = _rows_to_close(btc_rows)
+        closes = rows_to_close(btc_rows)
         last_close = closes[-1] if closes else 0.0
         prev_close = closes[-2] if len(closes) >= 2 else last_close
         day_change_pct = ((last_close - prev_close) / prev_close * 100.0) if prev_close else 0.0

onchain_scout_gate/app/exchange_rules.py

@@ -3,6 +3,8 @@ from __future__ import annotations
 from dataclasses import dataclass, field
 from statistics import mean
 
+from .candle_rows import rows_to_ohlcv
+
 # 以下换算仅针对 5m K（与是否单独拉 4h 图无关）：
 # 每小时 60/5 = 12 根；一根「4 小时」大周期对应 4×12 = 48 根 5m。
 BARS_5M_PER_HOUR = 12
@@ -29,19 +31,6 @@ class ExchangeRuleResult:
     metrics: dict = field(default_factory=dict)
 
 
-def _rows_to_ohlcv(rows: list[list[str]]) -> tuple[list[float], list[float], list[float], list[float], list[float]]:
-    o, h, l, c, v = [], [], [], [], []
-    for item in rows:
-        if len(item) < 6:
-            continue
-        o.append(float(item[1]))
-        h.append(float(item[2]))
-        l.append(float(item[3]))
-        c.append(float(item[4]))
-        v.append(float(item[5]))
-    return o, h, l, c, v
-
-
 def evaluate_exchange(
     symbol: str,
     alt_rows: list[list[str]],
@@ -56,7 +45,7 @@ def evaluate_exchange(
     """
     breakout_max_pct = 0.5
     result = ExchangeRuleResult()
-    _, ah, al, ac, av = _rows_to_ohlcv(alt_rows)
+    _, ah, al, ac, av = rows_to_ohlcv(alt_rows)
 
     bars_for_range = max(
         MIN_BOX_LOOKBACK_BARS_5M,

onchain_scout_gate/app/monitor.py

@@ -460,7 +460,12 @@ class MonitorService:
                 await self.storage.add_log("WARN", f"{sym} candles_failed: {exc}")
                 continue
 
-            result = evaluate_exchange(sym, alt_rows, btc_rows, rule_params)
+            try:
+                result = evaluate_exchange(sym, alt_rows, btc_rows, rule_params)
+            except Exception as exc:  # noqa: BLE001
+                await self.storage.add_log("WARN", f"{sym} evaluate_failed: {exc}")
+                continue
+
             if result.signal_level in {"WATCH", "TRIGGER"}:
                 est_vol = float(vol_map.get(inst, 0.0)) if vol_map else 0.0
                 signal_side = str((result.metrics or {}).get("signal_side") or result.signal_side or "NONE")

onchain_scout_gate/tests/test_candle_rows.py

@@ -0,0 +1,23 @@
+from app.candle_rows import rows_to_ohlcv
+
+
+def test_rows_to_ohlcv_skips_empty_volume() -> None:
+    rows = [
+        ["1", "100", "101", "99", "100.5", "123"],
+        ["2", "100.5", "102", "100", "101", ""],
+        ["3", "101", "103", "100.5", "102", "50"],
+    ]
+    o, h, l, c, v = rows_to_ohlcv(rows)
+    assert len(c) == 2
+    assert c == [100.5, 102.0]
+    assert v == [123.0, 50.0]
+
+
+def test_rows_to_ohlcv_skips_invalid_ohlc() -> None:
+    rows = [
+        ["1", "", "101", "99", "100.5", "10"],
+        ["2", "100", "101", "99", "100.5", "20"],
+    ]
+    _, _, _, c, v = rows_to_ohlcv(rows)
+    assert c == [100.5]
+    assert v == [20.0]